THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
From MaRDI portal
Publication:4522396
Recommendations
- The Burgers equation driven by a stochastic measure
- On the approximation of the stochastic Burgers equation
- Stochastic Burgers' equation on the real line: regularity and moment estimates
- scientific article; zbMATH DE number 6174847
- Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach
- Approximations to the stochastic Burgers equation
- The stochastic Burgers equation
- Around thestochastic burgers equation
- Probabilistic approach to the stochastic Burgers equation
Cites work
- Burgers equation driven by a space-time white noise: absolute continuity of the solution
- Existence and uniqueness results for semilinear stochastic partial differential equations
- Malliavin calculus for white noise driven parabolic SPDEs
- On the density for the solution of a Burgers-type SPDE
- On the stochastic Burgers' equation in the real line
- Stochastic Burgers' equation
- Stochastic burgers equation with correlated noise
- The stochastic Burgers equation
Cited in
(15)- Absolute continuity of the solution to stochastic generalized Burgers-Huxley equation
- Moment estimates for invariant measures of stochastic Burgers equations
- Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
- Pathwise analysis and parameter estimation for the stochastic Burgers equation
- Mild solutions for the stochastic generalized Burgers-Huxley equation
- \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise
- Stochastic Burgers' equation on the real line: regularity and moment estimates
- Absolute continuity of the solution to the stochastic Burgers equation
- The Gaussian structure of the singular stochastic Burgers equation
- Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
- Invariant measures for nonlinear conservation laws driven by stochastic forcing
- \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise
- A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
- The Stochastic Burger's Equation in Ito's Sense
- Convergence to the stochastic Burgers equation from a degenerate microscopic dynamics
This page was built for publication: THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4522396)